Sharing to her Twitter followers about the shooting, Lea wrote, "now it's time to get movin because my dream of shooting Glee in NYC is finally coming true! Hope u r ready NYC...Miss Rachel Berry is here!!" Diana also tweeted to her fans, "filming in NYC is simply wonderful." In between takes, the stars spared some time to wave at fans and snap photos of each other.

According to TVLine, Times Square is not the only location which is going to be used for the production. The "Glee" actors will be also filming at Lincoln Center and the Gershwin Theatre, with Lea and Chris being scheduled to shoot scenes at the theater, which is home to Broadway's "Wicked", on Monday afternoon.

"Glee" season 2 finale, which is set to air May 24, will see New Directions competing at the Nationals.